ECBOT 10 Year T-Note Future June 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 131-260 131-310 0-050 0.1% 132-020
High 132-020 132-055 0-035 0.1% 133-005
Low 131-230 131-275 0-045 0.1% 131-230
Close 131-305 131-305 0-000 0.0% 131-250
Range 0-110 0-100 -0-010 -9.1% 1-095
ATR 0-205 0-197 -0-007 -3.7% 0-000
Volume 1,448,514 1,513,602 65,088 4.5% 9,925,980
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 132-298 132-242 132-040
R3 132-198 132-142 132-012
R2 132-098 132-098 132-003
R1 132-042 132-042 131-314 132-020
PP 131-318 131-318 131-318 131-308
S1 131-262 131-262 131-296 131-240
S2 131-218 131-218 131-287
S3 131-118 131-162 131-278
S4 131-018 131-062 131-250
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 136-020 135-070 132-158
R3 134-245 133-295 132-044
R2 133-150 133-150 132-006
R1 132-200 132-200 131-288 132-128
PP 132-055 132-055 132-055 132-019
S1 131-105 131-105 131-212 131-032
S2 130-280 130-280 131-174
S3 129-185 130-010 131-136
S4 128-090 128-235 131-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-005 131-230 1-095 1.0% 0-170 0.4% 18% False False 1,842,412
10 133-225 131-230 1-315 1.5% 0-200 0.5% 12% False False 1,994,535
20 134-305 131-230 3-075 2.5% 0-223 0.5% 7% False False 1,995,575
40 136-205 131-230 4-295 3.7% 0-167 0.4% 5% False False 1,009,128
60 137-085 131-230 5-175 4.2% 0-145 0.3% 4% False False 672,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 133-160
2.618 132-317
1.618 132-217
1.000 132-155
0.618 132-117
HIGH 132-055
0.618 132-017
0.500 132-005
0.382 131-313
LOW 131-275
0.618 131-213
1.000 131-175
1.618 131-113
2.618 131-013
4.250 130-170
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 132-005 132-045
PP 131-318 132-025
S1 131-312 132-005

These figures are updated between 7pm and 10pm EST after a trading day.

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